Debug dll

>> I have the product.exe, but not any source code of the product) ?
That's fine. Just run the project.exe from Visual Studio, it will load and run your DLL. You can just set break-points in your DLL code and the debugger will stop when it hits them.
This link isn't specific to VS6.0 but the principles still apply.
http://msdn.microsoft.com/en-us/library/ms164704.aspx

Thanks evilrix, your comment is very close to what I want. The only problem left is that, visual 2005 and visual C++ 6.0 coexist on my computer. As I debug the code, it always goes to take visual 2005 as the debugger (which is not what I want). I would like to use the VC 6.0 as my debugger. How can I do it?

 

Also, don't forget to put the Debug build of your DLL next to theirProduct.exe, or else you won't be able to actually debug anything properly.